Category:Debt Analytics
From Open Risk Manual
This category covers an extensive range of analytical measures for debt instruments and pools of debt instruments. These cover the well-known concepts of convexity, duration and life, as well as weighted average loan ages and maturities, prepayments speeds etc. for debt pools. Most of the widely referenced variants of these are included, for example modified duration. Some yield related concepts (e.g. for equivalent yield) are also included.
Pages in category "Debt Analytics"
The following 33 pages are in this category, out of 33 total.
